+311.0%
SPYM vs RUN
+68.6%
+242.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +2.6% | -13.5% | +16.1% | +3.8% |
| 30D | -2.0% | +18.3% | -20.3% | -3.9% |
| 3M | -2.8% | -12.5% | +9.7% | -2.1% |
| 6M | +2.2% | -40.3% | +42.5% | +6.0% |
| YTD | +11.5% | -53.1% | +64.6% | +16.4% |
| 1Y | +13.5% | -54.3% | +67.8% | +18.5% |
| 3Y | +78.0% | -6.5% | +84.5% | +52.3% |
| 5Y | +73.1% | -85.3% | +158.4% | +74.4% |
| All | +311.0% | +68.6% | +242.4% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling